Shutdown/Start-up sound

OK, I once downloaded this theme that came with it's own shutdown, start-up and delete sound and it sounded cool! So I searched the net for more of those and found some. The problem is, how do I set the sounds I downloaded to be the shutdown/start-up sound? Thanks in advance.

You can set the 'theme' in Windows 7, by ;
'Start', type in the search box; 'change theme', that will appear at the top of the list.
Press 'enter'. Click on the theme you want to use, then click on the small blue title,
'Save theme'
Next to that is another title; 'Get more themes online' which you can use again for more options, or to check for new 'themes'.